JNVSX vs. VSEQX
JNVSX (Jensen Quality Value Fund) and VSEQX (Vanguard Strategic Equity Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, JNVSX returned 10.65%/yr vs 13.12%/yr for VSEQX. Their correlation of 0.88 suggests significant overlap in exposure. JNVSX charges 1.05%/yr vs 0.17%/yr for VSEQX.
Performance
JNVSX vs. VSEQX - Performance Comparison
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Returns By Period
In the year-to-date period, JNVSX achieves a 0.78% return, which is significantly lower than VSEQX's 19.35% return. Over the past 10 years, JNVSX has underperformed VSEQX with an annualized return of 10.65%, while VSEQX has yielded a comparatively higher 13.12% annualized return.
JNVSX
- 1D
- -1.02%
- 1M
- 0.53%
- 6M
- -2.48%
- YTD
- 0.78%
- 1Y
- -0.61%
- 3Y*
- 4.16%
- 5Y*
- 8.38%
- 10Y*
- 10.65%
VSEQX
- 1D
- 0.07%
- 1M
- 1.38%
- 6M
- 14.77%
- YTD
- 19.35%
- 1Y
- 34.52%
- 3Y*
- 19.49%
- 5Y*
- 12.99%
- 10Y*
- 13.12%
JNVSX vs. VSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 0.78% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
VSEQX Vanguard Strategic Equity Fund | 19.35% | 15.32% | 16.67% | 19.31% | -11.90% | 30.83% | 10.26% | 26.76% | -11.86% | 12.36% |
Correlation
The correlation between JNVSX and VSEQX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2010 | 0.88 |
Over the past year, the correlation between JNVSX and VSEQX has dropped to 0.65 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
JNVSX vs. VSEQX — Risk / Return Rank
JNVSX
VSEQX
JNVSX vs. VSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and Vanguard Strategic Equity Fund (VSEQX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNVSX | VSEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 4.25 | -4.50 |
| Martin ratioReturn relative to average drawdown | -0.45 | 16.39 | -16.83 |
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Drawdowns
JNVSX vs. VSEQX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for JNVSX and VSEQX.
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Drawdown Indicators
| JNVSX | VSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -63.55% | +29.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -7.60% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -24.73% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -24.73% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -44.08% | +9.56% |
Current DrawdownCurrent decline from peak | -7.81% | -1.06% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -9.03% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 1.97% | +3.76% |
Volatility
JNVSX vs. VSEQX - Volatility Comparison
Jensen Quality Value Fund (JNVSX) has a higher volatility of 3.86% compared to Vanguard Strategic Equity Fund (VSEQX) at 3.14%. This indicates that JNVSX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVSX | VSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.14% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 11.01% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 15.20% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 19.93% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 21.35% | -2.18% |
JNVSX vs. VSEQX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is higher than VSEQX's 0.17% expense ratio.
Dividends
JNVSX vs. VSEQX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.17%, more than VSEQX's 9.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 11.17% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
VSEQX Vanguard Strategic Equity Fund | 9.35% | 11.16% | 11.36% | 6.11% | 11.77% | 21.36% | 1.77% | 2.92% | 10.34% | 7.05% | 3.13% | 12.28% |
Frequently Asked Questions
JNVSX and VSEQX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNVSX has higher volatility (3.86%) compared to VSEQX (3.14%). In terms of maximum drawdown, JNVSX dropped -34.52% vs VSEQX's -63.55%.
VSEQX currently has the higher Sharpe Ratio (2.13 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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